-6.8%
LITE vs BBY
+25.9%
-32.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.2% | +0.8% | +5.3% |
| 7D | -1.5% | +9.5% | -11.0% | +2.7% |
| 30D | +6.7% | +6.8% | -0.2% | +9.3% |
| 3M | -6.8% | +28.9% | -35.6% | -16.1% |
| All | -6.8% | +25.9% | -32.7% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3mo: compounded portfolio wealth divided by compounded BBY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3mo analysis · Full analysis span regression · Available span rolling